issue warning instead of error for short series in cv

Nixtla / mlforecast

Scalable machine 🤖 learning for time series forecasting.

https://nixtlaverse.nixtla.io/mlforecast

Apache License 2.0

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Closed jmoralez closed 10 months ago

jmoralez commented 10 months ago

Only raises an error if all series are too short for a CV configuration, otherwise issues a warning and drops those series from the split.

Fixes #245

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